N[eur]IP[ari]S [23-24 November]

The Conference on Neural Information Processing Systems (abbreviated as NeurIPS) will see a mirror version in Paris this Fall, albeit in advance of the main meeting (which starts the week after on 29 November and in New Orleans, hence with a France connection!). The concept is original in that (interested) authors of accepted 2022 NeurIPS papers will present their paper on 23-24 November. Registration is free. But attendance is not guaranteed if the number of registrations exceed the site capacity, in which case attendees will be selected at random.

ring of fire [jatp]

While leisurely biking in Paris the previous (grey) weekend, my wife and I stopped by the entrance to the Jardin des Plantes, in front of a (grey) renovated building of l’Institut de physique du globe, where we both attended (maths) lectures in the 1980’s. I had noticed the renovation years ago and in particular the red neon fractured line going over the faces of the building, but never considered it had a specific meaning.In fact, the apparent random walk has nothing random as it reproduces the Ring of Fire, a Fuller projection of the continuum of volcanoes that ring the Pacific Ocean. (This sculpture was created by Angela Detanico et Rafael Lain.)

Statistical methods for Hawkes processes

There will be a workshop on Hawkes processes in Paris, 10 March 2020, Sorbonne University, with the following speakers

• Martin Bompaire (Critéo)
• Félix Cheysson (AgroParisTech/INRA)
• Simon Clinet (Keio University)
• Eva Löcherbach (Université Paris 1 Panthéon-Sorbonne)
• Marcello Rambaldi (Capital Fund Management)
• Judith Rousseau (Université Paris-Dauphine & Oxford University)

Jean-Paul Benzécri (1932-2019)

I learned last weekend that Jean-Paul Benzécri had died earlier in the week. He was a leading and charismatic figure of the French renewal in data analysis (or analyse des données) that used mostly algebraic tools to analyse large datasets, while staying as far as possible from the strong abstraction of French statistics at that time. While I did not know him on a personal basis, I remember from my lecturer years there that he used to come to Institut de Statistique de l’Université de Paris (ISUP), Université Pierre et Marie Curie, once a week and meet with a large group of younger statisticians, students and junior faculty, and then talk to them for long hours while walking back and forth along the corridor in Jussieu. Showing extreme dedication from the group as this windowless corridor was particularly ghastly! (I also remember less fondly hours spent over piles and piles of SAS printout trying to make sense of multiple graphs of projections produced by these algebraic methods and feeling there were too many degrees of freedom for them to feel rigorous enough.)

Christian Robert is giving a talk in Jussieu tomorrow

My namesake Christian (Yann) Robert (CREST) is giving a seminar tomorrow in Jussieu (Université Pierre & Marie Curie, couloir 16-26, salle 209), between 2 and 3, on composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Here is the abstract:

We consider the family of hierarchical Archimedean copulas obtained from multivariate exponential mixture distributions through compounding, as introduced by Cossette et al. (2017). We investigate ways of determining the structure of these copulas and estimating their parameters. An agglomerative clustering technique based on the matrix of Spearman’s rhos, combined with a bootstrap procedure, is used to identify the tree structure. Parameters are estimated through a top-down composite likelihood. The validity of the approach is illustrated through two simulation studies in which the procedure is explained step by step. The composite likelihood method is also compared to the full likelihood method in a simple case where the latter is computable.

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